Derivative Report For 12 Jan - Mansukh Investment and Trading Solutions

Daily Derivative Report 12th Jan 2011
NIFTY FUT: 5808.20 +41.90
F & O HIGHLIGHTS
Nifty Sentiment Indicators The 50-share S&P CNX Nifty finally settled at 5,754.10 after losing 8.75 points or
Put Call Ratio-Index Options 1.16 0.15%. The India VIX declined 3.58% to 22.33 on Tuesday compared to its previous
close of 23.16 on Monday. Nifty January futures saw an addition of 8.82% or 1.80
Put Call Ratio-Stock Options 0.37 million (mn) units, taking the total outstanding open interest (OI) to 22.23 mn units.
For Nifty calls, 5900 strike price (SP) from the January series was the most active call
Volume
with an addition of 0.34 mn or 6.50%. Among Nifty puts, 5800 SP from the January
Product 10.01.11 11.01.11 % Chg month expiry was the most active put with an contraction of 0.33 mn or 4.43%. The
Index Futures 851247 905820 6.41% maximum Call OI outstanding was at 5900 SP (5.55 mn) and that for Puts at 5800 SP
Stock Futures 614730 674573 9.73% (7.20 mn).
Index Options 4268661 3830843 -10.26% The Nifty Put Call Ratio (PCR) OI wise stood at 0.80 for January-month contracts.
Stock Options 143481 151947 5.90% The top five scrips with highest PCR on OI were Tata Power 1.82, HCL Tech 1.63, Hero
Honda 1.05, PNB 0.81 and Infosys 0.79.
Total F&O 5878119 5563183 -5.36%
Among most active underlyings SBI witnessed a contraction of 6.64% in the January
month futures contract, followed by Reliance Industries which saw an addition of
Index Spot Future Basis
8.19% of OI in the near month contract. Tata Motors witnessed an addition of 4.28% in
NIFTY 5754 5808 54 the near-month futures, while Tata Steel saw an addition of 4.42% and ICICI Bank
BANK NIFTY 10834 10940 106 witnessed an addition of 3.42% in the near month futures contract.
CNXIT 7194.5 7261 67
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Open Increase (%) Open Increase
Symbol Last price Chg(%)
Interest Interest (%)
HCLTECH 479.05 3.48% 1,453,000 47.96% HAVELLS 369.40 3.34% 218,000 -10.29%
JSWSTEEL 961.8 -3.01% 3,910,000 21.93% BOSCHLTD 6360 -1.40% 13,625 -9.17%
SYNDIBANK 105.7 0.14% 6,180,000 18.07% VOLTAS 213.7 3.19% 1,193,000 -9.00%
HINDZINC 1,378.90 2.97% 301,750 17.64% ONMOBILE 269.9 -0.17% 672,000 -8.94%
SINTEX 165.55 -0.60% 3,184,000 15.53% BAJAJ-AUTO 1323.3 4.35% 2,167,250 -8.82%
CMP
Nifty Option Open Interest Distribution
12,000,000
o p e n in te r e s t
10,000,000 Nifty Jan 5800 call added 6.25 lakh shares in OI, up 14.70% and 5900 call
8,000,000 call added 3.38 lakh shares in OI, up 6.50%. On the put side nifty Jan 5700 put
6,000,000 added 4.65 lakh shares in OI, up 6.98% and 5600 put added 7.82 lakh in OI, up
4,000,000 put
13.40%. The put-call ratio of stock option increased from 0.36 to 0.37 while
2,000,000
0 put-call ratio of index option increased from 1.06 to 1.16. On the whole the put
call ratio was at 1.11.

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Analyst
strike price Pashupati Nath Jha
Pashupatinathjha@moneysukh.com
For Private circulation Only For Our Clients Only
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INB230781431
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Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
Daily Derivative Report
NIFTY STRATEGY :
The nifty future is likely to trade in the range of 5600-5900 level in short term as the OI is added. The trading strategy would be to create long positions if the
nifty takes support around 5727 levels for the target of 5780 and 5830. On the other hand, one can also create short positions if the nifty breaks 5720 levels.
MO ST ACTIVE CALLS MOST ACTIVE PUTS

Contracts Open Contracts Open
Sym bol Expiry Date Strike Price Sym bol Expiry Date Strike Price
Traded Interest Traded Interest
NIFTY 27-Jan-11 5900 440213 5551100 NIFTY 27-Jan-11 5800 531195 7199850
NIFTY 24-Feb-11 6200 25073 1327050 NIFTY 27-Jan-11 5300 37917 1232700
NIFTY 24-Feb-11 6000 16322 822600 NIFTY 24-Feb-11 5700 17474 1451750
For any information or suggestion, please send your query at research@moneysukh.com
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INB230781431
No. INP000002387
Phone: 011-30123450/1/3/5 Fax:
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Daily Derivative Report
STRATEGY TRACKER
NET PROFIT/
DATE OF UNDERLYING IN/OUT
STRATEGY LOSS AS ON REMARK
STRATEGY ASSET FLOW
10/01/11
BUY TWO JAN 5900CA@51

11/1/2011 NIFTY (189)POINTS (16)POINTS HOLD
BUY NIFTY JAN 5700PA@87
BUY NIFTY 5900 CA@102 MAY BOOK PARTIAL

7/1/2011 NIFTY (108.20) POINTS 40POINTS
BUY NIFTY 5900PA@106.20 AS ON 11.1.11
BUY REL IND TWO JAN 1100 CA@16.35 MAY BOOK PARTIAL
5/1/2011 REL IND (42.4) POINTS 6 POINT
BUY REL IND JAN 1040 PA@9.70 AS ON 7.1.11
NAME DESIGNATION E-MAIL

Varun Gupta Head - Research varungupta@moneysukh.com
Pashupati Nath Jha Research Analyst pashupatinathjha@moneysukh.com
Vikram Singh Research Analyst vikram_research@moneysukh.com
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The report is based upon information that we consider reliable, but we do not represent that it is accurate or complete. MSFL or any of its affiliates or employees shall not be in any way
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Daily Derivative Report 12th Jan 2011

NIFTY FUT: 5808.20 +41.90

Open Interest gainer Open Intrest Loser

MO ST ACTIVE CALLS MOST ACTIVE PUTS

For any information or suggestion, please send your query at research@moneysukh.com

For Private circulation Only For Our Clients Only

BUY TWO JAN 5900CA@51

BUY NIFTY 5900 CA@102 MAY BOOK PARTIAL

NAME DESIGNATION E-MAIL

For Private circulation Only For Our Clients Only

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